+158.8%
LPLA vs VSXY
+42.7%
+116.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -2.9% |
| 7D | -2.1% | -6.8% | +4.7% | -1.5% |
| 30D | -3.3% | -20.4% | +17.0% | -1.2% |
| 3M | +23.5% | +2.9% | +20.6% | +22.5% |
| 6M | +12.0% | +67.9% | -55.9% | +2.9% |
| YTD | -1.7% | +44.9% | -46.5% | -8.2% |
| 1Y | +3.2% | +205.9% | -202.7% | -13.3% |
| 3Y | +46.2% | +373.9% | -327.6% | +6.8% |
| 5Y | +144.9% | +23.5% | +121.4% | +114.2% |
| All | +158.8% | +42.7% | +116.1% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling